+290.7%
TSM vs CAH
+400.8%
-110.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.5% |
| 7D | +6.0% | +0.5% | +5.6% | +6.0% |
| 30D | +4.5% | +1.7% | +2.8% | +4.3% |
| 3M | +3.1% | +17.9% | -14.8% | +1.5% |
| 6M | +30.2% | +10.9% | +19.3% | +28.9% |
| YTD | +45.2% | +17.9% | +27.3% | +42.8% |
| 1Y | +79.6% | +61.7% | +17.9% | +70.5% |
| 3Y | +411.0% | +183.7% | +227.2% | +349.1% |
| 5Y | +290.7% | +401.3% | -110.6% | +192.5% |
| All | +290.7% | +400.8% | -110.1% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling